+46.4%
DRAM vs CL
+17.1%
+29.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.5% |
| 7D | -14.7% | +2.6% | -17.3% | -10.7% |
| 30D | -28.9% | +11.8% | -40.7% | -12.5% |
| 3M | -18.1% | +5.9% | -24.0% | -7.2% |
| 6M | -23.0% | +13.3% | -36.4% | -1.4% |
| All | +46.4% | +17.1% | +29.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling